A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market.
Jaydip SenArup DasguptaPartha Pratim SenguptaSayantani Roy ChoudhuryPublished in: CoRR (2023)
Keyphrases
- optimization methods
- stock market
- portfolio optimization
- investment strategies
- portfolio management
- optimization method
- financial markets
- optimization problems
- portfolio selection
- stock exchange
- simulated annealing
- short term
- stock price
- trading rules
- financial data
- financial time series
- optimization approaches
- transaction costs
- stochastic methods
- stock data
- stock index futures
- stock market data
- financial news
- unconstrained optimization
- stock returns
- decision making
- direct optimization
- investment decisions
- long term
- stock trading
- listed companies
- objective function
- efficient optimization
- evolutionary algorithm